-11.4%
TEAM vs KIM
+57.8%
-69.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.4% | -15.7% | -16.0% |
| 7D | -19.8% | +4.1% | -23.9% | -20.9% |
| 30D | -21.5% | +16.8% | -38.3% | -25.8% |
| 3M | +39.5% | +5.7% | +33.8% | +36.7% |
| 6M | +73.1% | +9.7% | +63.4% | +66.6% |
| YTD | -5.2% | +30.2% | -35.4% | -17.5% |
| 1Y | -1.6% | +32.1% | -33.7% | -15.1% |
| 3Y | -11.4% | +58.6% | -70.0% | -30.8% |
| All | -11.4% | +57.8% | -69.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling